In that case, you'll need to open a support ticket and request that they enable "SAML Group Policy for AnyConnect". If they get stuck, point them to this thread.
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Having the same issues. Sites with older MXs running 18.107.13 populate MS DNS dynamically just fine. These sites are DHCP handed out by MX with DNS pointing to Umbrella VAs. We have 1 site with MX250 running 19.2.3 that will not update MS DNS dynamically.
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